Title of article
A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment
Author/Authors
Rafaela Dios-Palomares، نويسنده , , Jose A. Roldan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
21
From page
2685
To page
2705
Keywords
Dickey–Fuller tests , Non-similarity , Nominal size , Monte Carlo simulations , Unit root , Empirical size
Journal title
Journal of Statistical Planning and Inference
Serial Year
2006
Journal title
Journal of Statistical Planning and Inference
Record number
220183
Link To Document